A robust test of specification based on order statistics
From MaRDI portal
(Redirected from Publication:650728)
Recommendations
- Non-linearity tests based on order statistics and quantile regressions
- Consistent Specification Testing Via Nonparametric Series Regression
- Specification tests in nonparametric regression
- Specification tests for the distribution of errors in nonparametric regression: a martingale approach
- A simple consistent specification test
Cites work
- A consistent test of functional form via nonparametric estimation techniques
- A Lack-of-Fit Test for Quantile Regression
- A simple framework for nonparametric specification testing
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- Comparing nonparametric versus parametric regression fits
- Consistent Specification Testing Via Nonparametric Series Regression
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- scientific article; zbMATH DE number 3141656 (Why is no real title available?)
- scientific article; zbMATH DE number 1194773 (Why is no real title available?)
- scientific article; zbMATH DE number 2148866 (Why is no real title available?)
- scientific article; zbMATH DE number 3287335 (Why is no real title available?)
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- Local Linear Quantile Regression
- Nonparametric comparison of several regression functions: Exact and asymptotic theory
- Regression Quantiles
- Robust weighted LAD regression
- Specification Tests Based on Artificial Regressions
- Specification Tests in Econometrics
- Testing the Fit of a Parametric Function
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
Cited in
(6)- Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics
- Non-linearity tests based on order statistics and quantile regressions
- scientific article; zbMATH DE number 5508334 (Why is no real title available?)
- scientific article; zbMATH DE number 3940449 (Why is no real title available?)
- scientific article; zbMATH DE number 3994760 (Why is no real title available?)
- Critical Values for the Robust Rank-Order Test
This page was built for publication: A robust test of specification based on order statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q650728)